Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-09 0.332995 0.365303 0.400849 0.443139 0.492448 0.548587 0.618009
2025-11-16 0.291795 0.332639 0.380325 0.440942 0.517192 0.611708 0.740716
2025-11-23 0.270777 0.318006 0.375792 0.453353 0.557472 0.696809 0.905847
2025-11-30 0.250541 0.300906 0.364774 0.454249 0.580908 0.761845 1.057428
2025-12-07 0.233009 0.284879 0.352579 0.450833 0.596335 0.816505 1.205734
2025-12-14 0.217687 0.270048 0.340032 0.444667 0.605768 0.862382 1.350768
2025-12-21 0.203413 0.255307 0.326014 0.434350 0.606699 0.893697 1.477521
2025-12-28 0.196670 0.250227 0.324865 0.442614 0.637569 0.980834 1.743051
2026-01-04 0.192065 0.247663 0.326901 0.455652 0.677814 1.093066 2.111281
2026-01-11 0.183333 0.238545 0.318438 0.450921 0.686263 1.145619 2.360626
2026-01-18 0.178242 0.234339 0.316956 0.457264 0.715318 1.246565 2.796593
2026-01-25 0.168105 0.222104 0.302300 0.440074 0.697816 1.242781 2.916736
2026-02-01 0.158186 0.209927 0.287355 0.421771 0.677190 1.230843 3.017522
2026-02-08 0.152968 0.204558 0.282778 0.421070 0.691200 1.303593 3.471945
2026-02-15 0.150877 0.203783 0.285390 0.433214 0.732963 1.456484 4.400216
2026-02-22 0.146708 0.199563 0.282105 0.434280 0.751503 1.554786 5.219332
2026-03-01 0.142051 0.194350 0.276849 0.431176 0.760432 1.629277 6.032040
2026-03-08 0.137239 0.188672 0.270494 0.425441 0.762629 1.685006 6.837026
2026-03-15 0.132043 0.182175 0.262426 0.415793 0.754545 1.707102 7.462621
2026-03-22 0.130200 0.180951 0.263246 0.423540 0.788897 1.879478 9.798637
2026-03-29 0.129172 0.180975 0.266187 0.435745 0.836380 2.120279 14.069018
2026-04-05 0.125546 0.176601 0.261186 0.431319 0.840795 2.203244 16.897866
2026-04-12 0.123713 0.175101 0.261181 0.437253 0.873551 2.416645 24.232997